Trading Metrics calculated at close of trading on 15-May-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-1997 |
15-May-1997 |
Change |
Change % |
Previous Week |
Open |
910.57 |
909.92 |
-0.65 |
-0.1% |
909.49 |
High |
915.37 |
932.40 |
17.03 |
1.9% |
932.89 |
Low |
900.24 |
909.73 |
9.49 |
1.1% |
903.41 |
Close |
909.92 |
931.79 |
21.87 |
2.4% |
919.14 |
Range |
15.13 |
22.67 |
7.54 |
49.8% |
29.48 |
ATR |
20.28 |
20.45 |
0.17 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.65 |
984.89 |
944.26 |
|
R3 |
969.98 |
962.22 |
938.02 |
|
R2 |
947.31 |
947.31 |
935.95 |
|
R1 |
939.55 |
939.55 |
933.87 |
943.43 |
PP |
924.64 |
924.64 |
924.64 |
926.58 |
S1 |
916.88 |
916.88 |
929.71 |
920.76 |
S2 |
901.97 |
901.97 |
927.63 |
|
S3 |
879.30 |
894.21 |
925.56 |
|
S4 |
856.63 |
871.54 |
919.32 |
|
|
Weekly Pivots for week ending 09-May-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.92 |
992.51 |
935.35 |
|
R3 |
977.44 |
963.03 |
927.25 |
|
R2 |
947.96 |
947.96 |
924.54 |
|
R1 |
933.55 |
933.55 |
921.84 |
940.76 |
PP |
918.48 |
918.48 |
918.48 |
922.08 |
S1 |
904.07 |
904.07 |
916.44 |
911.28 |
S2 |
889.00 |
889.00 |
913.74 |
|
S3 |
859.52 |
874.59 |
911.03 |
|
S4 |
830.04 |
845.11 |
902.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.40 |
900.24 |
32.16 |
3.5% |
17.06 |
1.8% |
98% |
True |
False |
|
10 |
932.89 |
882.12 |
50.77 |
5.4% |
20.41 |
2.2% |
98% |
False |
False |
|
20 |
932.89 |
793.13 |
139.76 |
15.0% |
20.87 |
2.2% |
99% |
False |
False |
|
40 |
932.89 |
779.17 |
153.72 |
16.5% |
21.71 |
2.3% |
99% |
False |
False |
|
60 |
932.89 |
779.17 |
153.72 |
16.5% |
20.71 |
2.2% |
99% |
False |
False |
|
80 |
938.11 |
779.17 |
158.94 |
17.1% |
20.89 |
2.2% |
96% |
False |
False |
|
100 |
938.11 |
779.17 |
158.94 |
17.1% |
19.89 |
2.1% |
96% |
False |
False |
|
120 |
938.11 |
779.17 |
158.94 |
17.1% |
19.64 |
2.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,028.75 |
2.618 |
991.75 |
1.618 |
969.08 |
1.000 |
955.07 |
0.618 |
946.41 |
HIGH |
932.40 |
0.618 |
923.74 |
0.500 |
921.07 |
0.382 |
918.39 |
LOW |
909.73 |
0.618 |
895.72 |
1.000 |
887.06 |
1.618 |
873.05 |
2.618 |
850.38 |
4.250 |
813.38 |
|
|
Fisher Pivots for day following 15-May-1997 |
Pivot |
1 day |
3 day |
R1 |
928.22 |
926.63 |
PP |
924.64 |
921.48 |
S1 |
921.07 |
916.32 |
|